Cambridge University Press

9780521874083 - Dynamic Programming Based Operation of Reservoirs - Applicability and Limits - by K. D. W. Nandalal and Janos J. Bogardi

Index

## Index

aggregation 73

aggregation/decomposition method 74

aggregation/disaggregation method 75–76

autocorrelation 49

Bayes theorem 119

bayesian stochastic dynamic programming 14

Bellman’s principle of optimality 9

Box–Jenkins model 112

cascade levels 83

chemical stratification 59

coefficient of determination 107

complete mixing (of water) in reservoirs 59–60, 62

composite reservoir 94, 96

compromise programming 101

conditional probability 114

constrained differential dynamic programming 10, 77

correlation 49

cubic Hermite polynomial 77

curse of dimensionality 4

decomposition 73–74, 78

demand driven dynamic programming 14

density stratification 59

deterministic models 9

disaggregation of operation policies 106

discrete differential dynamic programming 9, 74

dynamic programming 3–4, 15

constraints 4

decision variable 4

moving backward 4

moving forward 4, 60–61

objective function 4, 7

recursive equation 4

stage 4

state transformation equation 4

state variable 4

ergodic processes 39

folded dynamic programming 14

forward dynamic programming 14

fuzzy dynamic programming 15

fuzzy stochastic dynamic programming 14

generation of data 103

gradient dynamic programming 77

hierarchical multilevel decomposition approach 75

incremental dynamic programming 4–6, 9, 16

convergence criteria 5–6, 27

corridor (computational) 4–5, 18, 26

forward algorithm 16, 24

iteration 6

multiple reservoirs 23–30

recursive equation 18

single reservoir 16–23

trajectory (operational release) 4–5, 19, 22, 26

inflow sequences 49

deterministic 49, 51

independence 49–50

Markov-I process 49–50

Markov-II process 49–50

iterative downstream-moving decomposition 84–86

iterative up-and-downstream-moving decomposition 86

iterative upstream-moving decomposition 91–94

lag-one Box–Jenkins standardized model 116

lag-one Markov chain 116

lag-one multivariate autoregressive model 116

lag-one univariate autoregressive model 116

least squares regression 103

linear programming 3

linear regression model 49

long-term operation 2

multiattribute utility function 119–120

multiattribute utility trade-off 118

multicriteria decision making 101

multilevel incremental dynamic programming 74

multiple regression analysis 6, 104, 107

multiple-reservoir system operation 73

composite reservoir model 94

decomposition method 78

implicit stochastic dynamic programming analysis 103

neural network 76

objective-space dynamic programming 60

operation policy 1

operation policy convergence 39

operational guidelines 3

operational mode switch system 112, 118

operations research 1

optimization 2

optimization models 2–3

optimization techniques 2

principal component analysis 76

real-time on-line operation 110

regression 45

regression coefficients 105, 107

regression dynamic programming 13–14

regression equation based operational rule 105

reservoirs 2

rule curve 3

salt concentration 59, 65

salt concentration conservation 61

salt in a reservoir 61

sampling stochastic dynamic programming 11

selective withdrawal 59

sequential downstream moving decomposition 83–84, 89–91

short-term operation 1

simulation 2

simulation models 3

stability of (operation) policy 46

statistical disaggregation 106–107

stochastic dynamic programming 6–9

algorithmic aspects 38

backward algorithm 7

convergence 8

discretization 7

explicit approach 6, 10

implicit approach 6, 10

joint transition probability 34

Markov chain, Markov process 7, 38

multiple reservoirs 32–38

operation policy 9, 34, 38

recursive equation 7, 32–33

single reservoir operation 31–32

state space 7

steady-state policy 38

transition probability 7, 32, 39

stochastic models 9

systems analysis 1

systems engineering 1

thermal stratification 59

transition probability matrix 43, 116

sensitivity 40

uncertainty 31

unconditional probability 114

water quality 59

zero-elements in transition probability matrices 39

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